Back To Index Previous Article Next Article Full Text

Statistica Sinica 28 (2018), 423-447

MODELING SUBJECT-SPECIFIC
NONAUTONOMOUS DYNAMICS
Siyuan Zhou1 , Debashis Paul2 and Jie Peng2
1The Meet Group, Inc. and 2University of California, Davis

Abstract: We consider modeling non-autonomous dynamical systems for a group of subjects. The proposed model involves a common baseline gradient function and a multiplicative time-dependent subject-specific effect that accounts for phase and amplitude variations in the rate of change across subjects. The baseline gradient function is represented in a spline basis and the subject-specific effect is modeled as a polynomial in time with random coefficients. We establish appropriate identifiability conditions and propose an estimator based on the hierarchical likelihood. We prove consistency and asymptotic normality of the proposed estimator under a regime of moderate-to-dense observations per subject. Simulation studies and an application to the Berkeley Growth Data demonstrate the effectiveness of the proposed methodology.

Key words and phrases: Gradient function, hierarchical likelihood, levenberg-marquardt method, nonlinear mixed effects models, ordinary differential equation (ODE), phase variation.

Back To Index Previous Article Next Article Full Text